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Symphonies
The 60/40, 80/20 Style | Deez | 21JUL2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A 60/40 stocks–bonds portfolio that uses an 80/20 mix of normal and 3x‑leveraged ETFs: aggressive on stocks (mostly 3x) and mostly plain bonds, reset monthly. Higher potential returns—and much bigger ups and downs—than a traditional 60/40.
NutHow it works
Each month it keeps 60% in U.S. stocks and 40% in U.S. Treasury bonds. Stocks: 20% in normal funds (QQQ=Nazdaq‑100, SPY=S&P 500) and 80% in 3x versions (TQQQ, UPRO). Bonds: 80% in normal funds (TLT=20+yr, IEF=7–10yr) and 20% in 3x versions (TMF, TYD). Rebalances back to these weights monthly.
CheckmarkValue prop
Out-of-sample edge: 24.49% annualized return vs SPY’s 20.25%. But bigger risk: max DD 31.17% vs 18.76%, and lower Sharpe (0.94 vs 1.27). Suitable for investors seeking higher long-run growth who can tolerate volatility and leverage costs.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.031.450.870.93
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
726.91%14.06%-1.77%0.2%0.85
The 60/40, 80/20 Style | Deez | 21JUL2023
2,838.24%23.42%-2.69%-0.88%0.93
Initial Investment
$10,000.00
Final Value
$293,823.88
Regulatory Fees
$26.14
Total Slippage
$119.25
Invest in this strategy
OOS Start Date
Jul 21, 2023
Trading Setting
Monthly
Type
Stocks
Category
60/40 balanced, leveraged etfs, us stocks, us treasuries, monthly rebalance, high risk/high return
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
TYD
Direxion Daily 7-10 Year Treasury Bull 3X ETF
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUPRO, TYD, IEF, TMF, QQQ, SPY, TQQQandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.57%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 31.17%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in the symphony, simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.